Converting retirement benefit into a life care annuity with graded benefits

DOI10.1080/03461238.2016.1258370zbMath1402.91213OpenAlexW2552354087MaRDI QIDQ4577207

Carlos Vidal-Meliá, Javier Pla-Porcel, M. Ventura-Marco

Publication date: 17 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2016.1258370

zbMATH Keywords

retirementmultistate modellong-term care insurancelife care annuities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Uses Software

• Wolfram Demonstrations

Cites Work

• Unnamed Item
• Managing longevity and disability risks in life annuities with long term care
• Health insurance. Basic actuarial models
• On the application of Thiele's differential equation in life insurance
• Differential equations for moments of present values in life insurance
• Reserve-dependent benefits and costs in life and health insurance contracts
• Basic Stochastic Processes
• On the Estimation of Disability-Free Life Expectancy
• Hattendorff's theorem and Thiele's differential equation generalized
• LIFE CARE ANNUITIES (LCA) EMBEDDED IN A NOTIONAL DEFINED CONTRIBUTION (NDC) FRAMEWORK
• Product pricing and solvency capital requirements for long-term care insurance
• Modeling Disability in Long-Term Care Insurance
• Multistate Actuarial Models of Functional Disability
• Calculation of LTC Premiums Based on Direct Estimates of Transition Probabilities

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